+43.9%
IONS vs WCC
+131.2%
-87.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -3.9% | -0.7% |
| 7D | -4.8% | +4.5% | -9.3% | -5.5% |
| 30D | +7.2% | -5.8% | +13.0% | +8.1% |
| 3M | -22.7% | -3.7% | -19.0% | -22.5% |
| 6M | -26.9% | +23.1% | -49.9% | -30.7% |
| YTD | -26.6% | +44.2% | -70.7% | -32.7% |
| 1Y | -2.1% | +62.1% | -64.2% | -12.9% |
| All | +43.9% | +131.2% | -87.3% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling